Regime-Switching Jump Diffusions with Non-Lipschitz Coefficients and Countably Many Switching States: Existence and Uniqueness, Feller, and Strong Feller Properties
Work
Year: 2019
Type: book-chapter
Authors Fubao Xi, George Yin, Chao Zhu
Institutions Beijing Institute of Technology, Wayne State University, University of Wisconsin–Milwaukee
Cites: 30
Cited by: 13
Related to: 10
FWCI: 2.882
Citation percentile (by year/subfield): 95.29
Subfield: Modeling and Simulation
Field: Mathematics
Domain: Physical Sciences
Open Access status: closed